Fenn was born Sheryl Ann Fenn[1] on February 1, 1965 in Detroit, Michigan. She comes from a family of musicians: her mother is keyboard player Arlene Quatro, her aunt is singer Suzi Quatro, her grandfather Art Quatro was a jazz musician, and her father, Leo Fenn, managed such rock bands as Suzi Quatro's The Pleasure Seekers, Alice Cooper, and The Billion Dollar Babies. Fenn is of Italian and Hungarian descent on her mother's side, and of Irish and French descent on her father's. She was raised Catholic.[2]

Fenn frequently traveled with her mother and two older brothers before the family settled in Los Angeles when she was 17.[3] Not wanting to start with a new school again, Fenn dropped out after her junior year and decided to pursue acting, enrolling at the Lee Strasberg Theatre Institute.[3]

Fenn has described many of these early films as sexploitation films "where directors tried to convince [her] to appear naked after the contract was signed."[4] In an interview she gave to Simon Banner in February 1993 for the July 1993 British edition Premiere Magazine, published under the title "Five Feet of Heaven in a Ponytail," she explained, "Still, I did a lot of movies instead of waitressing or that kind of thing at the beginning, and it wasn't as if I even took acting very seriously when I started. I was in California for the first time. I was going to clubs, I was going here, I was going there, I was skipping acting classes when I could. Luckily, I had an agent who really believed in me and she just kept pushing me, thinking something would happen."[5]

Fenn landed her first starring role, as an engaged heiress to an old Southern family who falls for carnival worker Richard Tyson, in Zalman King's erotic drama film Two Moon Junction, after which she told Banner, when interviewed for Premiere UK, that she wanted to hide for a year.[6] "I was so embarrassed about how it turned out that I went into a cocoon for a year afterwards," Jessica Sully, writing for the Australian publication Movie Magazine, quoted her as saying in "Everybody's Mad about Sherilyn Fenn," which was published in its January 1993 edition.[7]Junction was meant to be Fenn’s big break, but the film turned into another sexploitation film. "A lot of people said some really bad things about me for doing such a sexy movie. But I decided to do it because I wasn't comfortable with the material.[8] I didn't want to make choices that would always put me in a place that was comfortable and secure. I thought interesting things would happen and I would grow. Interesting things did happen. I cried at the end of all my love scenes."[9]

After these film experiences, Fenn decided to take control of her career. "I decided to be more myself and not to be pushed into what other people wanted me to be. It’s scary how little imagination many people in this business have."[7]

Fenn won her most famous role and made an impression on the public when she was cast by David Lynch and Mark Frost as the tantalizing, reckless Audrey Horne, a high school femme fatale, in the critically acclaimed TV seriesTwin Peaks. The series ran from 1990 to 1991, and the character of Audrey was one of the most popular with fans, in particular for her unrequited love for FBI Special Agent Dale Cooper (played by Kyle MacLachlan) and her style from the 1950s (with her saddle shoes, plaid skirts, and tight sweaters). Fenn reached cult status[citation needed] with a scene in which she danced to Angelo Badalamenti's music and a scene in which she knotted a cherry stem in her mouth. "With Sherilyn Fenn, Twin Peaks came on and effortlessly destroyed every other show’s sexuality," said James Marshall, one of her cast-mates.[10] Speaking to Henry Edwards of Details Magazine, who quoted her in "Sherilyn Fenn: The Twin Peaks Temptress Is Back for Fall," which was published in September 1990, Fenn pointed out: "Audrey is a woman-child who dresses like the girls in the '50s and shows her body. But she's daddy's little girl at the same time."[8] In the show's second season, when the idea of pairing Audrey with Cooper was abandoned, Audrey was paired with other characters like Bobby Briggs (played by Dana Ashbrook) and John Justice Wheeler (Billy Zane). About Audrey, Fenn said:

Audrey's been great for me. She has brought out a side of me that’s more mischievous and fun that I had suppressed, trying to be an adult. She has made it OK to use the power one has as a woman to be manipulative at times, to be precocious. She goes after what she wants vehemently and she takes it. I think that’s really admirable. I love that about her.[9]

Shortly after shooting the Twin Peaks' pilot episode, David Lynch gave her a small part in Wild at Heart, as a girl injured in a car wreck, obsessed by the contents of her purse, alongside Nicolas Cage and Laura Dern. The film won the Golden Palm Award at the 1990 Cannes Film Festival. "David’s direction was, ‘Only think of this: bobby pins, lipstick, wallet, comb, that’s it.’ It’s very abstract."[11] "I just pictured her being able to do this," said Lynch of her scene, "she’s like a broken China doll."[12] David Lynch, who once described Sherilyn Fenn as "five feet of heaven in a ponytail" (quoting from a 1958 record by The Playmates), said to Banner, who used that description as the title of his article, "She's a mysterious girl and I think that actresses like her who have a mystery – where there's something hiding beneath the surface – are the really interesting ones."[13] "He's very creative and unafraid of taking chances," she said of the director. "I really respect him. He's wonderful."[14] Also during this period, Fenn appeared on the cover and in a nude pictorial in the December 1990 edition of Playboy magazine.

In 1991, veteran Hollywood acting coach Roy London chose her to star in his directorial debut Diary of a Hitman, in which she plays a young mother determined to protect her child from hit man Forest Whitaker. According to Fenn, the turning point in her career was when she met London in 1990. She credits him with instilling confidence and newfound enthusiasm.

I was disillusioned with acting after the pilot of Twin Peaks. I'd been doing low-budget films. I didn't want to walk through movies being a pretty ornament. At 25 I didn't know if I had it. I questioned if there was depth, if there was integrity to me. I was longing to go inside, to do deeper work.[17]

She learned from her beloved teacher "to find the roles that you're passionate about, that speak to you on some level and which will help you grow on some level,"[18] which has then become her line of conduct. "A lot of the sentiment that acting should be about an art form rather than mass entertainment and celebrity is at the core of Fenn’s attitude to the business," wrote Jessica Sully in Australian magazine Movie.[19] "I try to keep myself centered," Fenn said. "I don't go to parties and all that. I don't think being seen or being in the right place is going to make me a better actress. I care about my work and try to do what's right in my heart."[20] As Mike Bygrave wrote in Sky Magazine: "One of the keys to understanding Fenn is that when she talks about the characters she plays she's really talking about herself."[21] Fenn was eager to play varied parts that could eclipse her sex-symbol image. "People who think they know me would be surprised that my whole life doesn't revolve around sex," she said.[17] After Twin Peaks, Fenn demanded a no-nudity clause in her contracts. She turned to independent films, choosing varied and unusual roles:

The world has certain rules – Hollywood has certain rules – but it doesn't mean you have to play by them, and I don't, or I'd be a miserable person.[21]

A highlight of Fenn's film career is Gary Sinise's film adaptation of Of Mice and Men, in which she played a sad and lonely country wife, desperately in need to talk to somebody, opposite Sinise and John Malkovich. "Sherilyn’s one of the reasons we got such a great ovation at Cannes", said Sinise.[22] "She’s like a terribly sad angel in this film. Sherilyn plays against just being a sexy and beautiful girl," he added.[23] "Gary Sinise was one of the first people who didn’t see me like a lot of other people did",[24] she said. "It was a wonderful experience. Horton Foote adapted the novel and he fleshed out my character, and he made her much, much more."[21] The same year, she starred alongside Danny Aiello and others in John Mackenzie's Ruby, about Jack Ruby. Fenn played the part of ambitious stripper Sheryl Ann DuJean, a fictitious character who is a composite of several real-life women including stripper Candy Barr, Marilyn Monroe, and Judith Campbell Exner. "She’s got a brain and all the right emotional instincts, and that’s a great combination," said Mackenzie of Fenn.[25]

Another of her notable film roles was in the controversial Boxing Helena, directed by David Lynch's daughter Jennifer Chambers Lynch. Fenn portrayed a narcissistic seductress amputated and imprisoned by Julian Sands, who makes her become his personal Venus de Milo in an effort to possess her. Fenn said of the film, "Society, Hollywood, some men... they want to wrap women up in a neat little package."[27] Both Lynch and Fenn were proud of their work in it,[28] but the film was ultimately a critical and commercial failure. (Perhaps suspecting that possibility, Kim Basinger had rejected the role Fenn ultimately acted out, at the expense of nearly wiping out her available money and being forced to declare bankruptcy as a direct result.) However, both women enjoyed their collaboration. "Sherilyn is an amazing actress, a total bundle of energy and a real powerhouse and I think people will see a side of her that we have never seen of Sherilyn anywhere else before," said Lynch of the actress.[29] "Jennifer’s one of the brightest person I know,"[24] said Fenn. "Boxing Helena was... not perfect, but I think for the story that we were trying to tell, it turned out pretty good. What it signified was really powerful to me: how society puts us in boxes one way or another."[24]

After a short break during which she married and gave birth to a son, Fenn was chosen out of more than 100 actresses to portray actress Elizabeth Taylor in NBC's 1995 telemovieLiz: The Elizabeth Taylor Story. Fenn called the role "probably the hardest job I’ve ever done."[24] "Director Kevin Connor and I arranged a lunch, not an audition," said executive producer Lester Persky. "We knew 10 minutes into our meeting that Sherilyn was it. She has the same striking beauty, and because of that she's experienced some of the things in life and in this business that make Elizabeth such a fascinating person."[31] When she accepted the part, Fenn was unaware that Taylor was embroiled in a lawsuit intended to stop both the broadcast of the film and the unauthorized biography that it was based on. Fenn stated about the controversy, "I am somebody who doesn't make choices lightly at this point of my life. I'm not somebody who wants to exploit another's woman story or life in any way."[32] Fenn felt a kinship with Taylor, stating, "There are stereotypes of what a beautiful woman is. She struggled with that. A certain part of her life she went on that calling card. I certainly know I've come into contact with that. ‘You are too pretty,’ I'm told."[17] During the shooting, Fenn supported the original screenwriter's effort to concentrate on Taylor the person, not the legend:[17]

I fought to keep the integrity of the story because the producer was bringing in a writer that was making it very soapy. They wanted many scenes of her when she was very overweight. I said, 'I'm not doing that. I'll do one. That's not this woman's life.' For me it was just: I didn't want to make an impression. I just tried to play the truth of the woman.[14]

In the late 1990s, Fenn's career took a downturn. In 1993, she had stated:

I don't get considered for a lot of those big fat movies. The studios have their list of five actresses and whether they’re right or wrong for a role doesn’t matter. It’s how much money their last movie made,"[33] she said. "Not that I necessarily want to do them anyway. Because there’s very few that are big budget that have any substance or any depth or any integrity."[14]

In 1997, she stated: "It was crazy, I was very picky. In other words, I didn't take advantage of what was happening necessarily then."[14][34] Also, she has attributed her failure to adapt to the Hollywood system to her frankness and her dislike for the "Hollywood game."

I was told once that I didn't play the Hollywood game, and that's why I wasn't a big star. What they meant when they said that was that I don't go to parties, and when I go to an audition and I don't like the script, they know it. I don't flirt and I don't play the people that I'm meeting with. In the next breath, this person said to me, ‘When you're passionate about a role, there's nobody that can touch you, but you have to learn to do this also...’ But I don't know how to sit there and pretend I love something when I don't![27]

She then began to alternate TV movies and independent films. In 1996, she joined the ensemble cast in the romantic comedyLovelife as a waitress who attempts to become a writer and has to rebuild her life. Fenn also appeared in the 1997 romantic comedy Just Write, along with Jeremy Piven, as the dream actress of a Hollywood tour bus driver, who mistakes him for a famous screenwriter. Both films have been well-received on the festival circuit.

The same year, she was cast as the female lead in ABC's show Prey (originally entitled Hungry for Survival) and starred in the unaired original pilot episode. However, the pilot was reshot and Fenn was replaced by Debra Messing.

Fenn starred in the 1998 British psychological drama and huis-clos Darkness Falls as a wealthy and neglected wife, who is sequestered with her husband (played by Tim Dutton) by a man (Ray Winstone) determined to understand the events that led to his wife ending up in a coma. Fenn called the film "a wonderful character piece"[14] While shooting the film in the Isle of Man in late 1997, Fenn considered settling in London to start a European career, but eventually decided to stay in the U.S.[16][35]

I liked the hard-core truth of Rude Awakening. But when I first read it, I was scared of it. Part of me was, like, it’s so unattractive! But I liked that it didn't glamorize alcohol. And what's admirable about Billie is that she's a straight shooter. She doesn't have a lot of pretense. It's like, ‘Take me as I am. You like me, fine! You don't, I don't give a damn!’ There's something quite empowering about somebody who doesn't care what other people think. Billie is learning about herself. She's recognized that she has a problem with drugs and alcohol, and she's trying to straighten it out.[27]

In 1999, she reteamed with Chris Penn and Adrian Pasdar for Pasdar's art-house directorial debut, the neo-noir Cement, a contemporary retelling of Othello in which she played a tempting but imprudent wife of jealous corrupt cop Penn. "I play a character who's selfish and sloppy with her sexual energy. I saw the film and I was really happy with it. It's got a lot of soul."[24] The film, which won Best Picture awards on the festival circuit, was written by Farscape’s screenwriter, Justin Monjo and also starred Jeffrey Wright and Henry Czerny.
She also reteamed with actor/director Bruce Davison for his 2001 family comedy, Showtime's Off Season alongside Rory Culkin, Hume Cronyn, and Adam Arkin.

Following Rude Awakening, Fenn's work consisted of a number of episodic TV appearances. In the middle of the 2000s, she failed to find a role that could re-ignite her career as she got involved in many projects that went unrealized.

In 2001, she starred in the episode "Replica" of The Outer Limits, playing a scientist who volunteered to be cloned. She also starred in an episode of Night Visions, as a woman who buys a used car possessed by a vengeful spirit. She was cast as a kindergarten teacher for the pilot of the 2001 American version of the British TV show Blind Men, alongside French Stewart. However, the pilot was not ordered into a series.

In 2002, Fenn was one of several former Twin Peaks stars, such as Dana Ashbrook and Mädchen Amick, to have a recurring role on The WB's Dawson's Creek. She guest-starred in three episodes from the fifth season, as Alex Pearl, the seductive manager of the restaurant where Joshua Jackson works.
Fenn was afterwards cast as madcap villain Harley Quinn in The WB's Birds of Prey but was replaced by Mia Sara before the series began. Fenn starred in the original pilot episode, but dropped out, due to scheduling conflicts, as the show's creators realized that the character Harley Quinn would need to be a bigger part of the show.[36] She also played a manipulative woman in a season-four episode of Law & Order: Special Victims Unit versus both Christopher Meloni and Mariska Hargitay, and appeared in Watching Ellie.

In 2003, Fenn appeared on The WB's Gilmore Girls as Sasha, the girlfriend of Jess Mariano's estranged father (played by Rob Estes) in the season-three episode "Here Comes the Son", which was the back-door pilot for a California-set spin-off titled Windward Circle, that was to have starred Milo Ventimiglia, Estes, and Fenn.[37] But the network dropped the project, citing cost issues due to filming on location in Venice, California.

She then played the recurring part of Violet Montgomery on Fox's Boston Public (2003–2004),[38] and appeared in Showtime's Cavedweller (2004) opposite Kyra Sedgwick.
In 2004, Fenn joined former co-star Mark Harmon in an episode of NCIS, as an amnesiac woman. She was afterwards cast for the 2004 remake of Mister Ed, planned for the Fox network—but after the pilot was shot, the show's writer/producer, Drake Sather, committed suicide, and the pilot was not aired.

In 2006, Fenn reteamed with Amy Sherman-Palladino and reappeared in the sixth and seventh seasons of Gilmore Girls as Anna Nardini, the ex-girlfriend of Luke Danes (played by Scott Patterson) and protective mother to his daughter April. Since the failure of the 2003 Gilmore Girls spin-off project, Sherman-Palladino had continued to want to work with Fenn again, and she wrote the character of Anna with her in mind.[40] When asked why she cast Fenn for two different roles on Gilmore Girls, Sherman-Palladino explained:

I love Sherilyn so much and I don't care. One thing about the show is I just want the best people. I've just been looking constantly for a time to work with Sherilyn, and I'm getting very old and I could just get hit by a truck at any minute. I just simply can't put it off that long, so I'd just rather get her in and have her part of my world.[41]

However, after Sherman-Palladino left the show, the direction for the character changed—the producers decided to make her character a villain in a custody battle.

In July 2006, shortly after shooting The Dukes of Hazzard prequel, Fenn stepped behind the camera for the first time and directed in Pittsburgh a documentary film about child enrichment program CosmiKids and its founder, Judy Julin.[46] She subsequently joined its executive team in 2007 as executive director of the film and television division.[44]

In July 2009, Fenn made a guest appearance on In Plain Sight as a lesbian counterfeiter.

In December 2010, Fenn appeared on Psych with other Twin Peaks actors on the season-five episode "Dual Spires" as sultry librarian Maudette Hornsby. The episode paid homage to Twin Peaks and also made many in-joke references to the show. She is set to return to her role as Audrey Horne in 2017 for the limited third season of Twin Peaks.[47]

In February 2016, she joined the cast of the American version of Shameless.

Fenn dated pop singer Prince for a short time during 1985 and then Johnny Depp in 1986; their relationship lasted several years.

In 1994, Fenn married guitarist-songwriter Toulouse Holliday,[48] who she met on the set of Three of Hearts; she had previously given birth to their son, Myles, in late 1993.[citation needed] Their marriage came to an end three years later in 1997.[citation needed]

Singer and composer Screamin' Jay Hawkins wrote and recorded the 1993 song entitled "Sherilyn Fenn", featured on his album Stone Crazy. The song is an ode to Fenn, who worked with Hawkins in Two Moon Junction.

Fenn is mentioned in the song "Razor Burn" by the punk band Lagwagon on their 1995 album entitled Hoss.